Server Architecture and Command Execution - Microsoft SQL Server 2008 Analysis Services - page 498

Analysis Services supports parallel execution of the same type of commands on the same
type of objects; for example, the block can contain only dimension-processing commands,
but it cannot contain both dimension-processing commands and cube-processing
commands. You would need two blocks to perform both operations.
Parallel blocks can be used only in transactional batches. Failure of one of the commands
causes the failure of all the commands in the Batch , regardless of whether the command
was inside of the parallel block. You will get responses to your request in the same order as
the commands that sent them were specified in the block, not in the order in which the
commands executed.
If you need to perform an operation on an object that involves a large number of opera-
tions on other objects (for example, processing of the whole database, which causes
processing of cubes, dimensions, and other objects), we recommend that you design
blocks of commands manually. Try to avoid commands with automatic execution of a
large number of objects because the server will try to execute, in parallel, as many opera-
tions as possible, and it might be not as efficient as if you configured the execution manu-
ally.